+1,808.6%
STM vs CHD
+10,756.1%
-8,947.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.0% |
| 7D | -10.7% | +2.0% | -12.7% | -11.4% |
| 30D | -25.7% | +13.0% | -38.7% | -28.8% |
| 3M | -21.6% | +6.1% | -27.7% | -23.4% |
| 6M | -27.8% | +15.9% | -43.7% | -32.1% |
| YTD | +61.8% | +31.6% | +30.1% | +45.5% |
| 1Y | +78.1% | +28.5% | +49.6% | +61.3% |
| 3Y | +4.9% | +30.5% | -25.6% | -7.4% |
| 5Y | -14.3% | +30.7% | -45.0% | -26.1% |
| 10Y | +414.1% | +184.2% | +229.8% | +219.1% |
| All | +1,808.6% | +10,756.1% | -8,947.5% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling